Anic Equity¶

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Total return since start: 0.588 %¶

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Equity now: -----------------------------> 48516.48 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44454.88 Kr¶

PnL: ---------------------------------------> -601.12 Kr¶

DD now: ---------------------------------> -8.667 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 13:15:24.841042'

Anic Portfolio¶

Today¶

Return: 0.42 %¶

This Week¶

Return: -1.596 %¶

Total portfolio value¶

Return including deposits: 58.83 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.850000 1614.600000 145.600000 9.910000 1468.999998
Hexatronic Group 12 8.010000 1077.120000 110.120000 11.390000 966.999996
Hoist Finance 35 1.550000 1029.000000 49.000000 5.000000 980.000000
VEF 909 3.380000 1892.540000 42.540000 2.300000 1850.000436
INVISIO 16 1.970000 3728.000000 39.000000 1.060000 3689.000000
OX2 13 0.540000 976.950000 26.950000 2.840000 949.999999
Atrium Ljungberg B 5 -1.760000 948.000000 13.000000 1.390000 935.000000
BioGaia B 8 3.340000 941.600000 11.600000 1.250000 930.000000
Clas Ohlson B 12 5.600000 984.000000 11.000000 1.130000 972.999996
Gränges 9 2.260000 936.900000 8.900000 0.960000 927.999999
HEXPOL B 9 1.780000 1026.900000 5.900000 0.580000 1020.999996
Sagax B 4 0.280000 858.000000 4.000000 0.470000 854.000000
JM 6 -0.690000 866.400000 2.400000 0.280000 864.000000
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
Catena 2 -1.560000 784.800000 -7.200000 -0.910000 792.000000
Bilia A 8 1.280000 889.600000 -10.400000 -1.160000 900.000000
Byggmax Group 33 2.580000 944.460000 -11.540000 -1.210000 956.000001
AcadeMedia 8 -3.760000 384.960000 -17.040000 -4.240000 402.000000
Addnode Group B 11 2.320000 899.250000 -21.750000 -2.360000 921.000003
Biotage 7 -1.130000 919.100000 -21.900000 -2.330000 940.999997
SKF B 5 1.890000 917.250000 -22.750000 -2.420000 940.000000
Creaspac SPAC 39 0.210000 3693.300000 -24.700000 -0.660000 3717.999987
ASSA ABLOY B 3 -0.200000 751.500000 -27.500000 -3.530000 779.000001
EQT 4 0.860000 800.000000 -32.000000 -3.850000 832.000000
Alimak Group 11 1.120000 893.200000 -34.800000 -3.750000 927.999996
Latour B 4 1.390000 817.200000 -39.800000 -4.640000 857.000000
Nordic Waterproofing Holding 7 -0.900000 925.400000 -41.600000 -4.300000 966.999999
Bufab 3 2.840000 1064.400000 -44.600000 -4.020000 1109.000001
Vitec Software Group B 2 1.770000 1035.000000 -52.000000 -4.780000 1087.000000
Platzer Fastigheter Holding B 12 -0.130000 907.200000 -53.800000 -5.600000 960.999996
Indutrade 5 0.690000 1161.000000 -57.000000 -4.680000 1218.000000
Orrön Energy 180 0.690000 1965.600000 -77.400000 -3.790000 2043.000000
Sedana Medical 93 0.850000 2416.140000 -104.860000 -4.160000 2521.000011
BHG Group 97 0.080000 1293.010000 -165.990000 -11.380000 1458.999989
Hexagon B 26 0.200000 3256.500000 -204.500000 -5.910000 3461.000010
TOTAL 44454.880000 -601.120000 -8.66687% 45056.000411

Updated:¶

'2023-07-07 13:15:41.693011'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶